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Approximation of a Quasilinear Stochastic Partial Differential Equation driven by Fractional White Noise

Description

We approximate the solution of a quasilinear stochastic partial differential equa-
tion driven by fractional Brownian motion B_H(t); H in (0,1), which was calculated
via fractional White Noise calculus, see [5].

Links & Downloads
  1. urn:nbn:de:bsz:ch1-200800521
  2. https://monarch.qucosa.de/id/qucosa%3A18898
  3. https://monarch.qucosa.de/api/qucosa%3A18898/attachment/ATT-0/
  4. https://monarch.qucosa.de/api/qucosa%3A18898/attachment/ATT-1/
Tags
info:eu-repo/classification/ddc/510
ddc:510
Approximation
Gebrochene Brownsche Bewegung
SPDE
fractional Brownian motion
white noise
Additional Fields
Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:18898
Date16 May 2008
CreatorsGrecksch, Wilfried, Roth, Christian
PublisherTechnische Universität Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:conferenceObject, info:eu-repo/semantics/conferenceObject, doc-type:Text
Rightsinfo:eu-repo/semantics/openAccess
Relationurn:nbn:de:bsz:ch1-200800505, qucosa:18897

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